Counterparty risk and funding : a tale of two puzzles

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Counterparty risk and funding : a tale of two puzzles

Bibliographic Details
Main Authors:	Crepey, Stephane (Author), Bielecki, Tomasz R. , 1955- (Author), Brigo, Damiano , 1966- (Author)
Format:	Book
Language:	English
Published:	Boca Raton, Florida : CRC Press, Chapman & Hall , c2014
Subjects:	Credit derivatives > Mathematical models Credit > Mathematical models Finance > Mathematical models Financial risk > Mathematical models

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